CME Euro FX (E) Future March 2024


Trading Metrics calculated at close of trading on 09-Aug-2023
Day Change Summary
Previous Current
08-Aug-2023 09-Aug-2023 Change Change % Previous Week
Open 1.1101 1.1095 -0.0006 -0.1% 1.1159
High 1.1101 1.1109 0.0008 0.1% 1.1159
Low 1.1068 1.1095 0.0027 0.2% 1.1050
Close 1.1085 1.1100 0.0015 0.1% 1.1136
Range 0.0033 0.0014 -0.0020 -59.1% 0.0109
ATR 0.0056 0.0053 -0.0002 -4.1% 0.0000
Volume 15 29 14 93.3% 214
Daily Pivots for day following 09-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1142 1.1134 1.1107
R3 1.1128 1.1121 1.1104
R2 1.1115 1.1115 1.1102
R1 1.1107 1.1107 1.1101 1.1111
PP 1.1101 1.1101 1.1101 1.1103
S1 1.1094 1.1094 1.1099 1.1098
S2 1.1088 1.1088 1.1098
S3 1.1074 1.1080 1.1096
S4 1.1061 1.1067 1.1093
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1442 1.1398 1.1196
R3 1.1333 1.1289 1.1166
R2 1.1224 1.1224 1.1156
R1 1.1180 1.1180 1.1146 1.1148
PP 1.1115 1.1115 1.1115 1.1099
S1 1.1071 1.1071 1.1126 1.1039
S2 1.1006 1.1006 1.1116
S3 1.0897 1.0962 1.1106
S4 1.0788 1.0853 1.1076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1138 1.1050 0.0088 0.8% 0.0038 0.3% 57% False False 23
10 1.1268 1.1050 0.0218 2.0% 0.0054 0.5% 23% False False 36
20 1.1382 1.1050 0.0332 3.0% 0.0046 0.4% 15% False False 59
40 1.1382 1.0945 0.0437 3.9% 0.0045 0.4% 36% False False 63
60 1.1382 1.0822 0.0560 5.0% 0.0039 0.3% 50% False False 52
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.1166
2.618 1.1144
1.618 1.1130
1.000 1.1122
0.618 1.1117
HIGH 1.1109
0.618 1.1103
0.500 1.1102
0.382 1.1100
LOW 1.1095
0.618 1.1087
1.000 1.1082
1.618 1.1073
2.618 1.1060
4.250 1.1038
Fisher Pivots for day following 09-Aug-2023
Pivot 1 day 3 day
R1 1.1102 1.1103
PP 1.1101 1.1102
S1 1.1101 1.1101

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These figures are updated between 7pm and 10pm EST after a trading day.

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